Portfolio Compliance Monitoring

Risk limits and commitment leverage monitoring

Regulations are putting increasing pressure on asset managers in the field of portfolio compliance monitoring. One of the most important events in the regulatory landscape has been the implementation of the AIFM Directive in 2014. StatPro’s risk limits and commitment leverage monitoring calculates the commitment exposure of a portfolio, satisfying the complex rules designed for derivative instruments, including  pre-defined UCITS and  AIFMD (Annex IV) reports.

Award winning risk limits and commitment leverage monitoring

  • Portfolio VaR including VaR ratio for relative analysis against benchmarks or reference portfolios
  • Gross leverage, UCITS leverage and commitment leverage calculated
  • Coverage of complex derivatives with identification of uncovered assets

Cost effective UCITS and AIFMD compliance reporting

  • Per portfolio model with unlimited users and sites*
  • Manage all your regulated funds on a single analytics platform with data included
  • Designed for UCITS and AIFMD regulations, responding to ESMA guidelines and reflecting ALFI, CSSF and FCA inputs

Visual and transparent analysis of regulated funds

  • Visual illustrations of all your regulated funds
  • Monitoring of computed results via a traffic light approach
  • Complete transparency and drill-down into the commitment approach calculation

Centralized reporting content and management

  • Full audit trail with user defined validation and online comments function

Portfolio Analytics Liquidity Risk Dashboard in StatPro Revolution

Liquidity Risk dashboard in StatPro Revolution

Additional Resources

Watch a brief product tour video showing the risk limits and commitment leverage monitoring features of StatPro Revolution.

 

This video is a quick demonstration of StatPro Revolution’s Risk Limits Monitoring and Commitment Leverage Monitoring module, which enables users to oversee the risk and exposure of selected portfolios. This is especially useful for the alternative investments market such as hedge funds, as they are subject to increasing regulatory compliance like AIFMD risk monitoring.

You can also download our risk limits fact sheet.

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Download the fact sheet

 

 

 

Find out more

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